R: Correlation-Shared t-Statistic

cst.stat {st} | R Documentation

## Correlation-Shared t-Statistic

### Description

`shrinkcat.stat` and `shrinkcat.fun` compute the “correlation-shared” t-statistic of Tibshirani and Wassermann (2006).

### Usage

    cst.stat(X, L, verbose=TRUE)
    cst.fun(L, verbose=TRUE)

### Arguments

`X` | data matrix. Note that the columns correspond to variables (“genes”) and the rows to samples.
`L` | vector with class labels for the two groups.
`verbose` | print out some (more or less useful) information during computation.

### Details

The correlation-shared t-statistic for a gene is computed as the average of t-scores correlated with that gene. For mathematical details see Tibshirani and Wasserman (2006).

### Value

`cst.stat` returns a vector containing correlation-shared t-statistic for each variable/gene.

The corresponding `cst.fun` functions return a function that computes the correlation-shared t-statistic when applied to a data matrix (this is very useful for simulations).

### Author(s)

Korbinian Strimmer (http://strimmerlab.org).

### References

Tibshirani, R., and L. Wasserman. 2006. Correlation-sharing for detection of differential gene expression. See http://arxiv.org/abs/math/0608061 for publication details.

### See Also

`shrinkcat.stat`, `lait.stat`.

### Examples

    # load st library
    library("st")

    # prostate data set
    data(singh2002)
    X = singh2002$x
    L = singh2002$y

    dim(X)      # 102 6033
    length(L)   # 102

    # correlation shared t statistic
    ## Not run:
    score = cst.stat(X, L)
    idx = order(abs(score), decreasing=TRUE)
    idx[1:10]
    # [1]  610 1720  364  332  914 3940 4546 1068  579 4331

    ## End(Not run)

    # compared with:

    # Student t statistic
    score = studentt.stat(X, L)
    idx = order(abs(score), decreasing=TRUE)
    idx[1:10]
    # [1]  610 1720  364  332  914 3940 4546 1068  579 4331

    # for the same example using the shrinkage cat score see shrinkcat.stat()

[Package st version 1.2.5 Index]